-2.2%
REGN vs AMC
-66.8%
+64.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -5.2% | -6.8% | +1.6% | -5.0% |
| 30D | +0.1% | +1.7% | -1.6% | 0.0% |
| 3M | +31.2% | +26.8% | +4.4% | +30.0% |
| 6M | +3.6% | +117.7% | -114.1% | +0.6% |
| YTD | +5.0% | +57.7% | -52.7% | +2.9% |
| 1Y | +45.9% | -12.5% | +58.3% | +45.6% |
| All | -2.2% | -66.8% | +64.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling